+17.1%
BABA vs WAT
+227.3%
-210.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | +11.6% | -1.1% | +12.7% | +11.9% |
| 30D | +2.3% | +5.0% | -2.7% | +0.7% |
| 3M | -13.7% | +14.5% | -28.2% | -17.4% |
| 6M | -21.9% | +30.9% | -52.8% | -28.8% |
| YTD | -24.6% | +20.5% | -45.1% | -30.2% |
| 1Y | -34.1% | +23.3% | -57.4% | -39.6% |
| 3Y | +36.3% | +81.5% | -45.2% | +2.8% |
| 5Y | -26.7% | +33.4% | -60.1% | -38.8% |
| All | +17.1% | +227.3% | -210.2% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling